6533b81ffe1ef96bd1278547
RESEARCH PRODUCT
Statistics of return times for weighted maps of the interval
Frédéric Paccautsubject
Statistics and ProbabilityMathematical analysisMarkov processMonotonic functionCylinder (engine)law.inventionPhysics::Fluid DynamicsReturn timesymbols.namesakelawLog-normal distributionPiecewisesymbolsStatistics Probability and UncertaintyExponential lawMathematicsdescription
For non markovian, piecewise monotonic maps of the interval associated to a potential, we prove that the law of the entrance time in a cylinder, when renormalized by the measure of the cylinder, converges to an exponential law for almost all cylinders. Thanks to this result, we prove that the fluctuations of Rn, first return time in a cylinder, are lognormal.
year | journal | country | edition | language |
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2000-05-01 | Annales de l'Institut Henri Poincare (B) Probability and Statistics |